This was reported by the Izvestia newspaper.
The funeral event takes place at the Moscow Gradsky Hall Theater.
A queue of those who wish to pay tribute to the memory of the musician has lined up outside the building.
Gradsky will be buried at the Vagankovsky cemetery.
The artist died on November 28 at the age of 72.
Earlier, URA.RU reported that the name of Gradsky could be immortalized in his hometown of Kopeisk.